Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.563 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47733.47 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46338.57 Kr¶

PnL: ---------------------------------------> -550.0 Kr¶

DD now: ---------------------------------> -1.843 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 11:28:09.860790'

Anic Portfolio¶

Today¶

Return: 0.046 %¶

This Week¶

Return: 0.421 %¶

Total¶

Return: 56.267 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.930000 2786.000000 150.000000 5.690000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -1.340000 428.200000 73.200000 20.620000 355.000000
Corem Property Group B 59 -3.470000 639.560000 62.560000 10.840000 576.999999
SAAB B 8 1.150000 3433.600000 56.600000 1.680000 3377.000000
Boozt 12 0.140000 1708.800000 54.800000 3.310000 1653.999996
HMS Networks 2 -0.610000 715.200000 42.200000 6.270000 673.000000
OEM International B 7 0.380000 557.900000 29.900000 5.660000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.290000 547.800000 20.800000 3.950000 527.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Coor Service Management Hold. 8 0.150000 547.600000 15.600000 2.930000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -1.110000 256.800000 10.800000 4.390000 246.000000
Karnov Group 9 -0.820000 543.600000 7.600000 1.420000 536.000004
AcadeMedia 12 0.300000 562.320000 5.320000 0.960000 557.000004
Resurs Holding 22 0.000000 578.600000 4.600000 0.800000 573.999998
Norva24 Group 16 0.300000 543.680000 0.680000 0.130000 543.000000
Swedbank A 3 0.890000 564.000000 0.000000 0.000000 564.000000
Creaspac SPAC 6 -0.310000 576.600000 -0.400000 -0.070000 577.000002
Essity A 4 -1.540000 1148.000000 -1.000000 -0.090000 1149.000000
Essity B 2 -1.280000 572.600000 -1.400000 -0.240000 574.000000
Midsona B 63 -0.430000 580.860000 -2.140000 -0.370000 582.999984
Securitas B 6 -0.320000 567.600000 -2.400000 -0.420000 570.000000
Handelsbanken A 5 -0.140000 543.250000 -2.750000 -0.500000 546.000000
CTEK 13 0.700000 526.500000 -7.500000 -1.400000 533.999999
Nordea Bank Abp 29 -0.180000 3442.880000 -11.120000 -0.320000 3453.999992
International Petroleum Corp. 5 1.840000 553.000000 -41.570000 -6.990000 594.565215
Vivesto 1368 2.010000 570.180000 -42.820000 -6.990000 612.999432
Sampo Oyj SDB 7 -0.650000 3755.500000 -94.500000 -2.450000 3850.000000
OX2 18 1.700000 1539.540000 -124.460000 -7.480000 1663.999992
Axfood 13 -0.330000 3576.300000 -179.700000 -4.780000 3756.000001
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
Ovzon 52 1.240000 2974.400000 -387.600000 -11.530000 3361.999992
TOTAL 46338.570000 -550.000000 -1.84335% 46888.564618

Updated:¶

'2023-01-18 11:28:22.389095'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶